Order Book

Minimal in-memory limit order book with a small demo and basic tests.

Build:

cmake -S . -B build
cmake --build build

Run demo:

./build/ob_demo

Run tests:

./build/ob_tests

Ingest scaffold (SoupBinTCP + ITCH 5.0 skeleton):

./build/ob_itch_ingest --help

Optional .env settings (copy from .env.example):

• OB_HOST, OB_PORT, OB_USER, OB_PASS, OB_SESSION
• OB_SEQ, OB_FRAMES, OB_NO_LOGIN, OB_VERBOSE
• OB_ITCH_FILE

Examples:

./build/ob_itch_ingest --host HOST --port PORT --user USER --pass PASS --session SESSION --frames 5 --verbose
./build/ob_itch_ingest --file /path/to/ITCH_5.0.bin